Stochastic Calculus Models for Finance I: The Binomial Asset Pricing Model

Steven E. Shreve

ISBN 10: 0387401008 / ISBN 13: 9780387401003

Editore: Springer Verlag, 2004

Riguardo questo articolo

1st edition. 250 pages. 9.25x6.25x0.75 inches. In Stock. Codice articolo x-0387401008

Dati bibliografici

Titolo: Stochastic Calculus Models for Finance I: ...

Casa editrice: Springer Verlag

Data di pubblicazione: 2004

Legatura: Hardcover

Condizione: Brand New

Descrizione articolo

Riassunto:

Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.

Has been tested in the classroom and revised over a period of several years

Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Informazioni sull?autore: